Investment Process - Overview
Portfolios of Hedge Funds
We believe that our capabilities in the management of portfolios of hedge funds represent a competitive advantage relative to our peers.
Through collaboration with two of the most reputable European universities, we offer many years of relevant experience in:
- performance and risk attribution analysis in hedge funds and mutual funds
- predictability analyses in hedge funds and managed futures/CTAs returns
- portfolio construction based on correlation risk analyses of hedge funds.
We select the best fund managers using a database that we designed and built in-house, which provides the best information on strategy description and risk exposures.
Our aim is to pick the best funds with the best absolute performance, but more importantly, the best risk-adjusted performance by taking on relatively small exposure to known risk factors. This results in optimal diversification across various fund managers. We also use specialized risk factors that have been shown to capture the risk exposures of all funds. Our thorough investment process is rounded off with additional due diligence filters, operational risk indicators as well as with our practical experience in advising large international institutional investors on hedge fund selection and alternative risk exposures.
We manage various portfolios either with a multi-strategy orientation or a global macro/CTA focus.
Our business partners have many years of experience and a long track record in the academic world and have also worked for major institutions such as Goldman Sachs, Barclays Capital, UBS and Deutsche Bank.